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Report NEP-FMK-2020-11-09
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Lorie Logan, 2020, "Treasury Market Liquidity and Early Lessons from the Pandemic Shock," Speech, Federal Reserve Bank of New York, number 88983, Oct.
- Joost Bats & Massimo Giuliodori & Aerdt Houben, 2020, "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Working Papers, DNB, number 694, Oct.
- Miquel Noguer i Alonso & Sonam Srivastava, 2020, "Deep Reinforcement Learning for Asset Allocation in US Equities," Papers, arXiv.org, number 2010.04404, Oct.
- Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
- Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020, "Global effects of US uncertainty: real and financial shocks on real and financial markets," Working papers, Red Investigadores de EconomÃa, number 69, Oct.
- Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
- Andrew Y. Chen & Markus F. Ibert & Francisco Vazquez-Grande, 2020, "The Stock Market–Real Economy "Disconnect": A Closer Look," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-10-14-2, Oct, DOI: 10.17016/2380-7172.2800.
- Ricardo Schefer, 2020, "Sovereign Bond Spreads and Credit Sensitivity," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 758, Oct.
- Itamar Drechsler & Alan Moreira & Alexi Savov, 2020, "Liquidity and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 27959, Oct.
- Elior Nehemya & Yael Mathov & Asaf Shabtai & Yuval Elovici, 2020, "Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders," Papers, arXiv.org, number 2010.09246, Oct, revised Sep 2021.
- Isao Yagi & Mahiro Hoshino & Takanobu Mizuta, 2020, "Analysis of the impact of maker-taker fees on the stock market using agent-based simulation," Papers, arXiv.org, number 2010.08992, Oct.